-15.5%
GLXY vs FIGR
-3.1%
-12.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.8% | +2.9% |
| 7D | -7.3% | -3.0% | -4.3% | -6.3% |
| 30D | +15.7% | +13.7% | +2.1% | +9.5% |
| 3M | -26.7% | +23.9% | -50.5% | -33.7% |
| 6M | +13.7% | -8.4% | +22.1% | +13.9% |
| YTD | +9.1% | -14.6% | +23.7% | +10.9% |
| 1Y | -15.5% | +12.1% | -27.6% | -16.0% |
| All | -15.5% | -3.1% | -12.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling